-12.5%
IEF vs ACI
+33.9%
-46.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -1.9% | -0.5% | -1.5% | -1.9% |
| 30D | +1.1% | +4.9% | -3.8% | +1.0% |
| 3M | -1.9% | +11.1% | -13.0% | -2.1% |
| 6M | -2.4% | -14.9% | +12.5% | -2.3% |
| YTD | -3.0% | -19.6% | +16.6% | -2.9% |
| 1Y | -3.1% | -22.7% | +19.6% | -3.0% |
| 3Y | +10.7% | -31.2% | +41.9% | +10.9% |
| 5Y | -8.0% | -42.3% | +34.3% | -7.8% |
| All | -12.5% | +33.9% | -46.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling